17. The current price of a stock is $50. The one-period rate of interest is 10%. The up-move parameter for the stock movement over one period is u = 1.5, and the down-move parameter is d = 0.5.
(a) If the delta of the call at strike K is 0.5, what is the strike of this option?
(b) What is the delta of the put at the same strike?
(c) What is the price of this put?
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